+55.3%
O vs TRMB
+113.5%
-58.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -0.9% |
| 7D | -2.3% | -2.9% | +0.6% | -1.5% |
| 30D | -2.4% | -1.8% | -0.7% | -2.1% |
| 3M | -0.6% | +8.4% | -9.0% | -3.1% |
| 6M | -5.0% | -18.5% | +13.5% | -0.3% |
| YTD | +10.4% | -26.7% | +37.1% | +18.8% |
| 1Y | +6.6% | -28.3% | +34.9% | +14.9% |
| 3Y | +28.4% | +12.6% | +15.8% | +16.1% |
| 5Y | +15.3% | -38.7% | +54.0% | +25.1% |
| 10Y | +55.3% | +120.8% | -65.5% | -6.8% |
| All | +55.3% | +113.5% | -58.2% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling